Time Series For ohlcPlot
Hi Nick, A more flexible visualization of OHLC data is available in quantmod. See: http://www.quantmod.com/examples/charting/ Assuming a data.frame you can do something like: x <- xts(table[,-1], order.by=as.POSIXct(table[,1])) Then: barChart(x) OR chartSeries(x) HTH Jeff On Sat, Dec 5, 2009 at 7:10 PM, Nick Torenvliet
<n_torenvliet at hotmail.com> wrote:
Hi, I've got daily historical ohlc data in a MySQL db. I can get the data into R and manage to get a data.frame that looks like this
table
? ?Date ? ? ? ? ? ? ? ? ? ? ? ? ? ?Open ? High ?Low ? ? Close 1 ?2009-12-04 00:00:00 ? 62.38 ? 63.37 ?61.53 ? ?62.06 2 ?2009-12-03 00:00:00 ? 63.00 ? 63.00 ?61.51 ? ?61.53 3 ?2009-12-02 00:00:00 ? 62.73 ? 64.18 ?62.45 ? ?62.88 4 ?2009-12-01 00:00:00 ? 61.37 ? 63.05 ?61.12 ? ?62.61 5 ?2009-11-30 00:00:00 ? 61.50 ? 62.93 ?60.92 ? ?60.97 6 ?2009-11-27 00:00:00 ? 61.80 ? 62.58 ?61.40 ? ?61.45 7 ?2009-11-26 00:00:00 ? 62.34 ? 62.39 ?61.51 ? ?61.60 8 ?2009-11-25 00:00:00 ? 62.70 ? 63.15 ?62.42 ? ?62.52 9 ?2009-11-24 00:00:00 ? 63.31 ? 63.43 ?62.69 ? ?62.98 10 2009-11-23 00:00:00 ? 64.10 ? 64.88 ?63.10 ? ?63.47 11 2009-11-20 00:00:00 ? 62.05 ? 64.25 ?61.90 ? ?63.66 12 2009-11-19 00:00:00 ? 63.00 ? 63.22 ?61.88 ? ?62.71 13 2009-11-18 00:00:00 ? 64.01 ? 64.01 ?62.52 ? ?63.25 14 2009-11-17 00:00:00 ? 64.57 ? 66.00 ?64.22 ? ?64.53 15 2009-11-16 00:00:00 ? 66.27 ? 66.27 ?63.69 ? ?64.25 16 2009-11-13 00:00:00 ? 66.57 ? 66.57 ?65.13 ? ?65.95 17 2009-11-12 00:00:00 ? 67.79 ? 68.13 ?66.22 ? ?66.63 18 2009-11-11 00:00:00 ? 67.73 ? 68.00 ?66.82 ? ?67.78 19 2009-11-10 00:00:00 ? 65.10 ? 67.98 ?65.10 ? ?66.80 20 2009-11-09 00:00:00 ? 62.77 ? 65.30 ?62.11 ? ?65.06 21 2009-11-06 00:00:00 ? 61.54 ? 63.30 ?60.59 ? ?63.20 22 2009-11-05 00:00:00 ? 62.93 ? 63.39 ?61.00 ? ?61.65 23 2009-11-04 00:00:00 ? 64.30 ? 64.30 ?61.14 ? ?61.39 24 2009-11-03 00:00:00 ? 59.83 ? 64.14 ?59.79 ? ?63.89 25 2009-11-02 00:00:00 ? 61.52 ? 61.52 ?58.64 ? ?60.15 That was this morning, I've been struggling all day with time series concepts... Two Questions... 1/ How can get table into a time series object (usable with ohlcPlot)? Nick ? ? ? ?[[alternative HTML version deleted]]
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Jeffrey Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com